+218.4%
USFD vs VSAT
+31.4%
+186.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.0% |
| 7D | +1.3% | +20.0% | -18.7% | -0.2% |
| 30D | +10.6% | +6.5% | +4.1% | +9.5% |
| 3M | -2.4% | -18.3% | +15.9% | -1.4% |
| 6M | +28.9% | +0.4% | +28.6% | +26.7% |
| YTD | +43.7% | +106.7% | -63.0% | +31.4% |
| 1Y | +48.5% | +89.9% | -41.4% | +36.4% |
| 3Y | +154.7% | +276.3% | -121.6% | +105.7% |
| 5Y | +218.4% | +32.9% | +185.4% | +209.9% |
| All | +218.4% | +31.4% | +186.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling